missForest

The function 'missForest' in this package is used to impute missing values particularly in the case of mixed-type data. It uses a random forest trained on the observed values of a data matrix to predict the missing values. It can be used to impute continuous and/or categorical data including complex interactions and nonlinear relations. It yields an out-of-bag (OOB) imputation error estimate without the need of a test set or elaborate cross-validation.

Author:

Daniel J. Stekhoven, <stekhoven@stat.math.ethz.ch>

License:

GPL (>= 2)

URL:

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